ABSTRACT
This chapter discusses the concept of probability. The focus is not with the mathe-
matical aspects of probability but rather with the meaning of probability, although
this will sometimes use mathematics. Ultimately, the subject of probability is ap-
plied in the real world and so a clear understanding is required of what probability
statements mean. It is necessary to be able to explain exactly what is meant by the
probability of an event is, for example, 0.735. This proves to be much harder than one might think at first. Arguments about
the meaning of probability have persisted almost since the earliest development of
the concept. These disagreements have lead to substantial division in the statistical
community and contribute to the lack of a firm foundation for a statistical theory that
is generally accepted. This chapter is, in part, a survey of the different schools of
thought concerning the meaning of probability.
